Robert Redford
- This Property is Condemned (1966)
- Jeremiah Johnson (1972)
- The Way We Were (1973)
- Three Days of the Condor (1975)
- The Electric Horseman (1979)
- Out of Africa (1985)
- Havana (1990)

Salma Hayek
- Desperado
- Four Rooms
- From Dusk Till Dawn
- The Faculty
- Spy Kids 3-D: Game Over
- Once Upon a Time in Mexico

Antonio Banderas
- Desperado
- Four Rooms
- Spy Kids
- Spy Kids 2: Island of Lost Dreams
- Spy Kids 3-D: Game Over
- Once Upon a Time in Mexico
- Spy Kids 4: All the Time in the World
- Machete Kills

Danny Trejo
- Desperado
- From Dusk Till Dawn
- Spy Kids
- Spy Kids: Island of Lost Dreams
- Spy Kids 3-D: Game Over
- Once Upon a Time in Mexico
- Planet Terror
- Machete
- Spy Kids 4: All the Time in the World
- Machete Kills

Alexa Vega
- Spy Kids
- Spy Kids: Island of Lost Dreams
- Spy Kids 3-D: Game Over
- Spy Kids 4: All the Time in the World
- Machete Kills
- Sin City: A Dame to Kill For

Comments

I don't get how a director get really direct a movie when they're playing the starring role and in nearly every scene, like Eastwood and Woody Allen. "Hey Woody, you need to be looking to the left and act like you've just lost someone you love" "Got it, Woody" "Hey, I'm the director, you call me Woodrow"

Michael Gough was in Tim Burton's Batman, Batman Returns, Sleepy Hollow, Corpse Bride and Alice in Wonderland.
Lisa Marie was also in four: Ed Wood, Mars Attacks!, Sleepy Hollow and Planet of the Apes.
He has other recurrent actors that were in more than two of his movies (Danny DeVito, Paul Reubens, etc.)

You totally have to add David Lynch! :)
Harry Dean Stanton was in The Cowboy and the Frenchman, Wild at Heart, Twin Peaks: Fire Walk with Me, Hotel Room, The Straight Story and Inland Empire.
Kyle MacLachlan was in Dune, Blue Velvet and Twin Peaks: Fire Walk with Me and Twin Peaks (TV).
Jack Nance was in Eraserhead, Dune, Blue Velvet, The Cowboy and the Frenchman, Wild at Heart and Lost Highway and Twin Peaks.
Grace Zabriskie was in Twin Peaks, Twin Peaks: Fire Walk with Me, Wild at Heart and Inland Empire.
Angelo Badalamenti who wrote the music for a lot of his films, also appeared in Blue Velvet, Twin Peaks, Wild at Heart, On the Air, Lost Highway and Mulholland Drive.
...to name a few!
And the man himself appeared in Dune, Twin Peaks (tv and movie) and Lost Highway (and The Amputee)

Lawrence Kasdan - Kevin Kline (The Big Chill, Silverado, I Love You to Death, Grand Canyon, French Kiss, Darling Companion) and William Hurt (Body Heat, The Big Chill, The Accidental Tourist and I Love You to Death)